ABSTRACT
The correlation and spectral theory used to describe the internal dependence in a stationary process can be generalized to describe dependence between two stationary processes, and how it is distributed over different frequencies. A new feature is introduced, namely frequency dependent amplitude and phase information between harmonic elements. Remember that in a univariate process the phases of different components are non-informative, since they are independent and uniformly distributed over (0,2π). Still, there may be relations between the phase in one process and the corresponding component in another process – even if the phases have uniform marginal distributions.
